Journal of Energy Markets
ISSN:
1756-3607 (print)
1756-3615 (online)
Editor-in-chief: Derek W. Bunn
About this journal
Energy markets are one of the fastest growing and most complex sectors. From the basic role that oil has in the global economy, to the essential services that gas and electricity provide, energy is an area of geopolitical concern as well as financial activities. The Journal of Energy Markets serves as a major research outlet for new empirical and model-based work in this sector, and publishes original papers on the evolution and behaviour of electricity, gas, oil, carbon and other energy markets, both wholesale and retail.
The Journal of Energy Markets considers submissions in the form of research papers on the following, but not limited to, topics:
- Econometric analyses of prices, volatilities and across particular energy markets
- Model-based simulation of price and investment behaviour
- Theoretical and applied analyses of energy derivatives
- High frequency nonlinear models of price formation
- Longer-term geo-political analyses of energy market globalization
- Forward curve and risk premia
- Strategic behaviour by companies
- Financial aspects of new investment
- Relationship of energy and carbon markets to climate change policies
- Renewable energy financing and policy analysis
Abstracting and Indexing: Scopus; EconLit; EconBiz; and Cabell’s Directory
Journal Metrics:
CiteScore: 0.6
Latest papers
On the modeling of temperature dynamics for pricing weather-related products
Representing the effects of oligopolistic competition on risk-neutral prices in power markets
Equilibrium forward risk premiums in electricity markets
Valuation of power swing options
Predicting realized volatility for Nord Pool forward prices by including volatility spillover and covariance effects
Modeling electricity price events as point processes
An equilibrium analysis of third-party access to natural gas storage
Testing the martingale difference hypothesis for the Nordic power derivatives market
A radial basis function approach to gas storage valuation
The link between jet fuel prices, carbon credits and airline firm value
The fundamental and speculative components of the oil spot price: a real option value approach
Variance and volatility swaps in energy markets
Quantifying natural gas storage optionality: a two-factor tree model
Practical stochastic modeling of electricity prices
The US oil spot market: a deterministic chaotic process or a stochastic process?
Modeling dependence of extreme events in energy markets using tail copulas
A note on panel hourly electricity prices
Estimating a Lévy multifactor market model for electricity futures markets by using independent component analysis
Computation of Greeks in multifactor models with applications to power and commodity markets
Forecasting transmission congestion